S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Dec-1995
Day Change Summary
Previous Current
07-Dec-1995 08-Dec-1995 Change Change % Previous Week
Open 620.18 616.17 -4.01 -0.6% 606.98
High 620.19 617.82 -2.37 -0.4% 621.11
Low 615.21 614.32 -0.89 -0.1% 606.84
Close 616.17 617.48 1.31 0.2% 617.48
Range 4.98 3.50 -1.48 -29.7% 14.27
ATR 4.17 4.12 -0.05 -1.2% 0.00
Volume
Daily Pivots for day following 08-Dec-1995
Classic Woodie Camarilla DeMark
R4 627.04 625.76 619.41
R3 623.54 622.26 618.44
R2 620.04 620.04 618.12
R1 618.76 618.76 617.80 619.40
PP 616.54 616.54 616.54 616.86
S1 615.26 615.26 617.16 615.90
S2 613.04 613.04 616.84
S3 609.54 611.76 616.52
S4 606.04 608.26 615.56
Weekly Pivots for week ending 08-Dec-1995
Classic Woodie Camarilla DeMark
R4 657.95 651.99 625.33
R3 643.68 637.72 621.40
R2 629.41 629.41 620.10
R1 623.45 623.45 618.79 626.43
PP 615.14 615.14 615.14 616.64
S1 609.18 609.18 616.17 612.16
S2 600.87 600.87 614.86
S3 586.60 594.91 613.56
S4 572.33 580.64 609.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 621.11 606.84 14.27 2.3% 5.05 0.8% 75% False False
10 621.11 599.03 22.08 3.6% 4.15 0.7% 84% False False
20 621.11 588.36 32.75 5.3% 3.82 0.6% 89% False False
40 621.11 572.53 48.58 7.9% 4.07 0.7% 93% False False
60 621.11 571.55 49.56 8.0% 4.19 0.7% 93% False False
80 621.11 555.20 65.91 10.7% 3.99 0.6% 94% False False
100 621.11 549.10 72.01 11.7% 4.03 0.7% 95% False False
120 621.11 540.72 80.39 13.0% 4.18 0.7% 95% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 632.70
2.618 626.98
1.618 623.48
1.000 621.32
0.618 619.98
HIGH 617.82
0.618 616.48
0.500 616.07
0.382 615.66
LOW 614.32
0.618 612.16
1.000 610.82
1.618 608.66
2.618 605.16
4.250 599.45
Fisher Pivots for day following 08-Dec-1995
Pivot 1 day 3 day
R1 617.01 617.72
PP 616.54 617.64
S1 616.07 617.56

These figures are updated between 7pm and 10pm EST after a trading day.

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